中文

A slow transient diffusion in a drifted stable potential

概率论 2007-05-23 v1

摘要

We consider a diffusion process XX in a random potential \V\V of the form \Vx=§xδx\V_x = \S_x -\delta x where δ\delta is a positive drift and §\S is a strictly stable process of index α(1,2)\alpha\in (1,2) with positive jumps. Then the diffusion is transient and Xt/logαtX_t / \log^\alpha t converges in law towards an exponential distribution. This behaviour contrasts with the case where \V\V is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting.

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引用

@article{arxiv.math/0612220,
  title  = {A slow transient diffusion in a drifted stable potential},
  author = {Arvind Singh},
  journal= {arXiv preprint arXiv:math/0612220},
  year   = {2007}
}